ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
95.595 |
95.300 |
-0.295 |
-0.3% |
97.125 |
| High |
96.095 |
95.345 |
-0.750 |
-0.8% |
97.460 |
| Low |
94.995 |
93.960 |
-1.035 |
-1.1% |
94.470 |
| Close |
95.202 |
94.175 |
-1.027 |
-1.1% |
95.445 |
| Range |
1.100 |
1.385 |
0.285 |
25.9% |
2.990 |
| ATR |
1.050 |
1.074 |
0.024 |
2.3% |
0.000 |
| Volume |
48,164 |
77,820 |
29,656 |
61.6% |
330,931 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.648 |
97.797 |
94.937 |
|
| R3 |
97.263 |
96.412 |
94.556 |
|
| R2 |
95.878 |
95.878 |
94.429 |
|
| R1 |
95.027 |
95.027 |
94.302 |
94.760 |
| PP |
94.493 |
94.493 |
94.493 |
94.360 |
| S1 |
93.642 |
93.642 |
94.048 |
93.375 |
| S2 |
93.108 |
93.108 |
93.921 |
|
| S3 |
91.723 |
92.257 |
93.794 |
|
| S4 |
90.338 |
90.872 |
93.413 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.762 |
103.093 |
97.090 |
|
| R3 |
101.772 |
100.103 |
96.267 |
|
| R2 |
98.782 |
98.782 |
95.993 |
|
| R1 |
97.113 |
97.113 |
95.719 |
96.453 |
| PP |
95.792 |
95.792 |
95.792 |
95.461 |
| S1 |
94.123 |
94.123 |
95.171 |
93.463 |
| S2 |
92.802 |
92.802 |
94.897 |
|
| S3 |
89.812 |
91.133 |
94.623 |
|
| S4 |
86.822 |
88.143 |
93.801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.095 |
93.960 |
2.135 |
2.3% |
1.020 |
1.1% |
10% |
False |
True |
58,465 |
| 10 |
98.645 |
93.960 |
4.685 |
5.0% |
1.063 |
1.1% |
5% |
False |
True |
58,707 |
| 20 |
100.270 |
93.960 |
6.310 |
6.7% |
1.040 |
1.1% |
3% |
False |
True |
56,188 |
| 40 |
100.785 |
93.960 |
6.825 |
7.2% |
1.218 |
1.3% |
3% |
False |
True |
60,269 |
| 60 |
100.785 |
93.960 |
6.825 |
7.2% |
1.036 |
1.1% |
3% |
False |
True |
42,432 |
| 80 |
100.785 |
91.995 |
8.790 |
9.3% |
1.015 |
1.1% |
25% |
False |
False |
32,038 |
| 100 |
100.785 |
88.115 |
12.670 |
13.5% |
0.920 |
1.0% |
48% |
False |
False |
25,680 |
| 120 |
100.785 |
87.500 |
13.285 |
14.1% |
0.852 |
0.9% |
50% |
False |
False |
21,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.231 |
|
2.618 |
98.971 |
|
1.618 |
97.586 |
|
1.000 |
96.730 |
|
0.618 |
96.201 |
|
HIGH |
95.345 |
|
0.618 |
94.816 |
|
0.500 |
94.653 |
|
0.382 |
94.489 |
|
LOW |
93.960 |
|
0.618 |
93.104 |
|
1.000 |
92.575 |
|
1.618 |
91.719 |
|
2.618 |
90.334 |
|
4.250 |
88.074 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.653 |
95.028 |
| PP |
94.493 |
94.743 |
| S1 |
94.334 |
94.459 |
|